To get immediate email notifications about your lead, add the required

email id as an event manager to the event. Then set the report frequency to "immediate"

Go to dashboard > Select the event > Go to Access > Event Manager > Add email id (if required) > Set report frequency to "Immediately"

Fore better understanding, kindly refer to the screenshot below:
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Note:

Also, please check if the same email id shows report frequency as immediate in your business profile at company level if you want to receive notifications for all the events.

For this, Go to My Account > Business Profile > Access > Event Managers > Immediate

Watch this video below for further understanding: